+24.1%
HAL vs FLUT
-64.7%
+88.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.3% |
| 7D | +2.6% | -1.2% | +3.8% | +2.7% |
| 30D | -0.1% | +5.0% | -5.1% | -0.4% |
| 3M | -1.1% | -16.4% | +15.3% | -0.5% |
| 6M | -20.7% | -14.6% | -6.2% | -20.2% |
| YTD | +17.5% | -61.9% | +79.4% | +31.7% |
| 1Y | +24.1% | -65.0% | +89.1% | +39.7% |
| All | +24.1% | -64.7% | +88.8% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling